Breeding

Bolero was by the English Thoroughbred stallion Black Sky, who was imported to Germany in 1972. Black Sky was a grandson of the great stallion Djebel, who also sired the very influential My Babu, a stallion seen in many show jumpers and hunters pedigrees in the United States. Black Sky stood at the private stud farm of Schmidt-Ankum, and his offspring were general nice dressage horses with good rideability, but with very little jumping talent.

Bolero's dam, Baroness, was registered with the Hanoverian Verband. She was half-Thoroughbred through her sire, the large-framed stallion Bleep. Her dam's side includes Hyperion, who in turn traces to Bay Ronald. The dam-sire of Baroness was the stallion Athos, who was known as a broodmare sire of dressage horses, and her damline (Athos-Fliegerstern) also produced the stallions Grenadier, Hitchcock, and Winner.

This breeding combination of a Thoroughbred stallion to a mare that was by a Thoroughbred was prohibited by the Hanoverian studbook at the time, due to the belief that the offspring would be unsuccessful.